+68.0%
COST vs FTNT
+145.1%
-77.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.1% |
| 7D | -2.5% | +1.6% | -4.1% | -2.6% |
| 30D | -4.4% | -1.9% | -2.6% | -4.4% |
| 3M | -8.1% | +14.4% | -22.5% | -9.2% |
| 6M | -9.2% | +88.7% | -97.9% | -14.4% |
| YTD | +5.1% | +100.0% | -94.9% | -1.5% |
| 1Y | -5.1% | +99.9% | -104.9% | -11.2% |
| All | +68.0% | +145.1% | -77.0% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FTNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling